A small Global Macro Hedge Fund is looking to hire a Quantitative Research Analyst, with a background in systematic trading, to help build market analysis, develop trading strategies and systematic trading tools.

As the Quantitative Research Analyst (Machine Learning, Systematic, Trading) you will be someone who has experience working on a trading desk building systematic trading strategies and trading tools. You will have worked closely with Traders/Portfolio Managers and will be comfortable with market micro-structures as well as at least one major asset class. You will be working with an experienced team of Portfolio Managers who are looking to build out a portfolio of new strategies to add to their existing ones so it’s a great chance for someone who thinks creatively and differently to given a chance to use those skills and see the output. It’s a small team so you need to be comfortable with at least one of C#, C++ or Java as well as R or Python.

This firm is small and relatively new but is looking to grow at quite a fast pace as they have been given a large amount of investment ($1 billion AUM). You will have access to all the senior members of the team and it’s rare to ever have the chance to learn from people like this.

The Quantitative Research Analyst (Machine Learning, Systematic, Trading) will need:

Experience working on a Trading desk - Essential

Good development skills in one of C#, Java or C++ - Essential

Experience with Machine Learning – Highly Beneficial

Experience with Systematic or Algo Trading – Highly Beneficial

Please get in touch with Tom Kemp at Harrington Starr for more information.